-9.1%
BITO vs A
-3.2%
-5.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -0.8% |
| 7D | +1.5% | -2.1% | +3.6% | +2.3% |
| 30D | +20.0% | +0.6% | +19.4% | +19.8% |
| 3M | +22.8% | +10.9% | +11.9% | +17.5% |
| 6M | +13.1% | +28.2% | -15.1% | +0.8% |
| YTD | -12.5% | +8.6% | -21.0% | -16.1% |
| 1Y | -32.6% | +15.5% | -48.1% | -37.5% |
| 3Y | +151.0% | +31.8% | +119.2% | +107.7% |
| All | -9.1% | -3.2% | -5.9% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling